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Impact of the Transition to Risk Free Rates on Hedge Accounting

Account for the changing fair value measurement and hedged relationships of instruments under the new RFRs

20-22 May 2019
London Hotel Marriott Canary Wharf, United Kingdom

Conference Workshop

Establishing a robust framework for IFRS 9 effectiveness testing

The workshop will give more detailed insight into how hedge effectiveness testing under IFRS 9 and within the context of IBOR transition.

Workshop Moderator: John Ewan, Director

Company: Benchmark Advisory Services

Why You Should Attend

Impact of the Transition to Risk Free Rates on Hedge Accounting

This marcus evans conference will look at how to account for the changing fair value measurement and hedged relationships of instruments under the new risk free rates. With Libor and Eonia’s future in question, the replacement risk free rate will need to be added to the accounting bodies‘ list, so that swaps linked to the new rate can qualify for hedge accounting treatment. Libor and Eonia are likely to be phased out after 2021, as banks will no longer be compelled to submit quotes for it after that date. But banks can’t afford to wait for news from AISB on the eligibility of Sonia and Ester—they must be proactive in immediately addressing challenges the transition will pose for hedge accounting. These challenges will extend beyond dedesignation and redeignation, covering technical accounting for legacy hedged positions and fair value hedges of undesignated rates.

Key Topics

  • Rabobank tackle the challenges of hedge accounting under IFRS 9
  • RBS address the major concerns around the transition to RFRs for hedge accounting
  • Deutsche Bank discuss the impact of the end of Libor and Eonia
  • Bank of Ireland assesses the impact of the impact of the transition to RFRs on hedged relationships
  • Credit Agricole consider the outlook for the hedge accounting in the Eurozone
  • Previous Attendees Include

    Banca IMI
    Bank of Ireland
    Birmingham City University
    BNP Paribas
    Credit Agricole
    Credit Suisse
    Deutsche Bank
    Global Valuation Ltd
    ING Investment Banking
    Morgan Stanley
    Nordea AB
    Rabobank Nederland
    Standard Chartered
    UBS Investment Bank

    Why Choose marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

    Practical Insights From

    Michael Tiplady
    Head of Hedge Accounting

    Rolf Folk
    Head of Hedge Accounting

    Suresh Chadda
    Head of Hedge Accounting

    Dr. Carsten Wittenbrink
    Head of Accounting and Controlling Policies

    David Bisnath
    Head of Accounting Policy
    Deutsche Bank

    Sitaaraam Tennati
    Director, Financial Reporting

    Christine Simiyu
    Head of Valuations and Technical Accounting
    Bank of Ireland

    Richard Middleton
    Managing Director, Co-Head of Policy

    Click Here For Full Agenda

    Voice of Our Customers
    • “Really useful conference – the size was highly beneficial for twoway discussions with well matched peers” Santander
    • “Relevant and interesting topics, as well as an excellent opportunity to network and get input from other banks around how to solve modelling and implementation for Prudent Valuation and XVAs” Swedbank
    • “Excellent conference bringing together valuations and product control people together. Provided platform for discussion and debates. Presentations covered most relevant topics. Look forward to next one to follow soon.” RBC
    • “Good conference on a different/developing/evolving topic. Please continue to organise this event annually” Wells Fargo
    • “Was well-organised and professionally delivered” Mizuho
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Constandinos Vinall

    marcus evans (Europe) Ltd
    PO Box 24797
    1304 Nicosia, Cyprus

    +357 22849 380
    Fax: +357 22849 394